| Trading Metrics calculated at close of trading on 03-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-1999 |
03-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,020.70 |
11,192.30 |
171.60 |
1.6% |
10,953.40 |
| High |
11,070.70 |
11,341.20 |
270.50 |
2.4% |
11,341.20 |
| Low |
10,988.60 |
11,045.80 |
57.20 |
0.5% |
10,859.70 |
| Close |
11,039.10 |
11,286.20 |
247.10 |
2.2% |
11,286.20 |
| Range |
82.10 |
295.40 |
213.30 |
259.8% |
481.50 |
| ATR |
132.25 |
144.38 |
12.13 |
9.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,110.60 |
11,993.80 |
11,448.67 |
|
| R3 |
11,815.20 |
11,698.40 |
11,367.44 |
|
| R2 |
11,519.80 |
11,519.80 |
11,340.36 |
|
| R1 |
11,403.00 |
11,403.00 |
11,313.28 |
11,461.40 |
| PP |
11,224.40 |
11,224.40 |
11,224.40 |
11,253.60 |
| S1 |
11,107.60 |
11,107.60 |
11,259.12 |
11,166.00 |
| S2 |
10,929.00 |
10,929.00 |
11,232.04 |
|
| S3 |
10,633.60 |
10,812.20 |
11,204.97 |
|
| S4 |
10,338.20 |
10,516.80 |
11,123.73 |
|
|
| Weekly Pivots for week ending 03-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,606.87 |
12,428.03 |
11,551.03 |
|
| R3 |
12,125.37 |
11,946.53 |
11,418.61 |
|
| R2 |
11,643.87 |
11,643.87 |
11,374.48 |
|
| R1 |
11,465.03 |
11,465.03 |
11,330.34 |
11,554.45 |
| PP |
11,162.37 |
11,162.37 |
11,162.37 |
11,207.08 |
| S1 |
10,983.53 |
10,983.53 |
11,242.06 |
11,072.95 |
| S2 |
10,680.87 |
10,680.87 |
11,197.93 |
|
| S3 |
10,199.37 |
10,502.03 |
11,153.79 |
|
| S4 |
9,717.87 |
10,020.53 |
11,021.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
158.34 |
1.4% |
89% |
True |
False |
|
| 10 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
127.89 |
1.1% |
89% |
True |
False |
|
| 20 |
11,341.20 |
10,536.30 |
804.90 |
7.1% |
136.52 |
1.2% |
93% |
True |
False |
|
| 40 |
11,341.20 |
9,976.02 |
1,365.18 |
12.1% |
154.65 |
1.4% |
96% |
True |
False |
|
| 60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.1% |
155.94 |
1.4% |
96% |
True |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.3% |
154.82 |
1.4% |
94% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.3% |
152.94 |
1.4% |
94% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.3% |
149.65 |
1.3% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,596.65 |
|
2.618 |
12,114.56 |
|
1.618 |
11,819.16 |
|
1.000 |
11,636.60 |
|
0.618 |
11,523.76 |
|
HIGH |
11,341.20 |
|
0.618 |
11,228.36 |
|
0.500 |
11,193.50 |
|
0.382 |
11,158.64 |
|
LOW |
11,045.80 |
|
0.618 |
10,863.24 |
|
1.000 |
10,750.40 |
|
1.618 |
10,567.84 |
|
2.618 |
10,272.44 |
|
4.250 |
9,790.35 |
|
|
| Fisher Pivots for day following 03-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,255.30 |
11,224.28 |
| PP |
11,224.40 |
11,162.37 |
| S1 |
11,193.50 |
11,100.45 |
|